INDIGO
INTERGLOBE AVIATION LTD
3935.35
122.80 (3.22%)
Option Chain for INDIGO
26 Apr 2024 04:16 PM IST
Note:- Click on the strike price to open the historical data.
| Call | Put | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| OI | Chng OI | Vol | IV | Ltp | Ltp | IV | Vol | Chng OI | OI | |
| 0 | 0 | 0 | - | 793.80 | 3000 | 3.65 | - | 25,800 | -300 | 9,300 |
| 0 | 0 | 0 | - | 0.00 | 3050 | 0.00 | - | 0 | 0 | 0 |
| 0 | 0 | 0 | - | 263.40 | 3100 | 4.80 | - | 0 | 0 | 0 |
| 0 | 0 | 0 | - | 0.00 | 3150 | 0.00 | - | 0 | 0 | 0 |
| 0 | 300 | 0 | - | 592.00 | 3200 | 7.05 | - | 41,400 | 1,800 | 69,000 |
| 0 | 0 | 0 | - | 402.05 | 3250 | 63.70 | - | 0 | 0 | 0 |
| 0 | 0 | 0 | - | 455.00 | 3300 | 12.15 | - | 1,72,800 | 33,000 | 96,000 |
| 0 | 0 | 0 | - | 331.95 | 3350 | 92.35 | - | 0 | 0 | 0 |
| 6,000 | -300 | 1,200 | - | 570.00 | 3400 | 17.40 | - | 1,34,100 | 23,400 | 1,11,600 |
| 0 | 0 | 0 | - | 269.80 | 3450 | 129.00 | - | 0 | 0 | 0 |
| 22,500 | 2,100 | 6,600 | - | 483.00 | 3500 | 26.40 | - | 1,59,900 | 13,200 | 1,20,600 |
| 0 | 0 | 0 | - | 215.65 | 3550 | 27.10 | - | 9,600 | 5,100 | 22,800 |
| 21,300 | -1,500 | 9,600 | - | 421.35 | 3600 | 36.25 | - | 2,82,000 | 28,500 | 1,45,200 |
| 2,100 | -3,900 | 6,600 | - | 350.65 | 3650 | 46.35 | - | 25,800 | 18,900 | 21,900 |
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| 65,700 | -2,700 | 51,900 | - | 310.00 | 3700 | 56.40 | - | 3,88,500 | 1,03,500 | 1,57,500 |
| 13,800 | -600 | 24,600 | - | 273.85 | 3750 | 67.45 | - | 91,800 | 8,700 | 18,300 |
| 1,40,100 | -7,800 | 4,03,800 | - | 233.80 | 3800 | 84.50 | - | 3,27,300 | 34,200 | 1,02,600 |
| 12,900 | 1,200 | 3,73,500 | - | 207.85 | 3850 | 100.55 | - | 88,200 | 13,500 | 14,700 |
| 84,000 | 32,100 | 11,40,900 | - | 176.00 | 3900 | 123.00 | - | 4,20,900 | 41,400 | 76,500 |
| 48,300 | 44,100 | 4,38,600 | - | 148.65 | 3950 | 142.10 | - | 1,02,600 | 45,300 | 45,300 |
| 2,27,400 | 19,800 | 21,60,000 | - | 127.70 | 4000 | 171.00 | - | 1,11,000 | 46,200 | 49,200 |
| 21,900 | 21,300 | 1,07,700 | - | 108.00 | 4050 | 507.10 | - | 0 | 0 | 0 |
| 1,05,000 | 83,700 | 9,92,100 | - | 91.00 | 4100 | 235.00 | - | 13,800 | 4,800 | 5,100 |
| 12,300 | 7,500 | 46,500 | - | 75.15 | 4150 | 590.80 | - | 0 | 0 | 0 |
| 1,26,000 | 32,100 | 7,93,500 | - | 63.05 | 4200 | 318.60 | - | 600 | 300 | 300 |
| 27,300 | 23,400 | 1,05,900 | - | 53.15 | 4250 | 678.20 | - | 0 | 0 | 0 |
| 1,70,700 | 1,07,400 | 11,71,200 | - | 44.00 | 4300 | 771.40 | - | 0 | 0 | 0 |
| 11,07,300 | 10,65,900 | |||||||||
Note
- 10% interest rate is applied while computing implied volatility.
- Volume and Open Interest, displayed in Contracts.
- Highlighted options are in-the-money.
What is an Option Chain?
- An option chain, also known as an option matrix, is a listing of all available option contracts, both puts and calls, for a given security.
- It shows all puts, calls, strike ltp, and pricing information for a single underlying asset within a given maturity period.
How is it Useful?
- The option chain matrix is most useful for the next trading day.
- Trading volume, or the number of contracts that change hands in a given day, indicates how much liquidity there might be for any given option.
- Open interest measures the total number of options outstanding on each strike and maturity, allowing you to gauge the scale of market commitment.